Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47843.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46448.81 Kr¶

PnL: ---------------------------------------> -439.76 Kr¶

DD now: ---------------------------------> -1.617 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 16:00:28.174186'

Anic Portfolio¶

Today¶

Return: -0.144 %¶

This Week¶

Return: -0.144 %¶

Total¶

Return: 56.628 %¶

Benchmark comparison TODAY¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.810000 3234.400000 263.400000 8.870000 2971.000006
HEBA B 70 2.670000 2828.000000 192.000000 7.280000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 1.630000 623.630000 46.630000 8.080000 576.999999
AcadeMedia 12 1.330000 601.200000 44.200000 7.940000 557.000004
Boozt 12 0.430000 1693.200000 39.200000 2.370000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 3.390000 393.500000 38.500000 10.850000 355.000000
MedCap 2 3.150000 459.000000 38.000000 9.030000 421.000000
HMS Networks 2 3.740000 710.400000 37.400000 5.560000 673.000000
Resurs Holding 22 -0.180000 599.940000 25.940000 4.520000 573.999998
Norva24 Group 16 0.570000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Intrum 4 1.570000 544.400000 17.400000 3.300000 527.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
SAAB B 8 -1.400000 3392.000000 15.000000 0.440000 3377.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.640000 544.000000 12.000000 2.260000 532.000000
Securitas B 6 2.190000 576.360000 6.360000 1.120000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 -0.190000 566.250000 2.250000 0.400000 564.000000
CTEK 13 1.030000 535.470000 1.470000 0.280000 533.999999
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.490000 244.560000 -1.440000 -0.590000 246.000000
Handelsbanken A 5 -0.050000 543.750000 -2.250000 -0.410000 546.000000
Midsona B 63 2.700000 575.190000 -7.810000 -1.340000 582.999984
Essity B 2 -2.460000 563.200000 -10.800000 -1.880000 574.000000
Nordea Bank Abp 29 -0.350000 3436.500000 -17.500000 -0.510000 3453.999992
Essity A 4 -2.090000 1126.000000 -23.000000 -2.000000 1149.000000
International Petroleum Corp. 5 4.290000 571.500000 -23.070000 -3.880000 594.565215
Sampo Oyj SDB 7 -1.000000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 -1.670000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 -0.180000 3654.300000 -101.700000 -2.710000 3756.000001
OX2 18 -0.930000 1435.500000 -228.500000 -13.730000 1663.999992
Fasadgruppen Group 35 0.250000 3494.750000 -316.250000 -8.300000 3810.999990
Ovzon 52 -0.720000 2860.000000 -502.000000 -14.930000 3361.999992
TOTAL 46452.150000 -436.420000 -1.60969% 46888.564618

Updated:¶

'2023-01-23 16:00:10.686780'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶